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Optimal control in limit order books
We propose a quantitative approach to some high frequency trading problematics. We are interested in several aspects of this field, from minimizing indirect trading... -
Discrete dynamical systems with friction and Identification in biomechanics
This report is devoted to the study of discrete dynamical systems with friction and to problems of identification in biomechanics. The first part concerns theoretical... -
Experimental studies and modelling of laser induced plasmas in the framework ...
This work provides an original study about laser-matter interaction in the nanosecond regime, based on a coupling between the experiments and the modelling. The... -
Stochastic differential equations : strong well-posedness of singular and deg...
This thesis deals with two subjects: the strong well-posedness of stochastic differential equations with Hölder drift and hypoelliptic noise and the simulation of...
